InitLogEntry: Initialize Log for Each Trade

Description Usage Arguments Value

View source: R/InitLogEntry.R

Description

This function should only be called buy 'MarketBuy', 'MarketSell', 'LimitBuy' or 'LimitSell', not by users.

Usage

1
2
InitLogEntry(dateIn, ticker, capital, timeIn = NA, execVol = 0,
             execQuant = 0, avgPrice = NA, depthIn = NA)

Arguments

dateIn

date of the trade.

ticker

ticker for traget instrument, characters or numbers are both acceptable.

capital

amount of money wanted to fully invested on the instrument.

timeIn

The time when the trade was first executed.

execVol

executed volume, in shares.

execQuant

executed quantities, in dollars.

avgPrice

average price achieved the the trade.

depthIn

the level of ask prices that trade had reached. 0 for limit orders.

Value

A dataframe.


TickExec documentation built on May 2, 2019, 9:58 a.m.